Ruin Probability Of Cox Correlation Risk Model With Perturbation

In recent years,the classical risk theory has been further developed according to the real life.For most of the studies in risk theory,it is very important to consider the risks caused by monetary inflation in insurance and financial markets,as well as the operational uncertainty in financial capital management.In order to obtain more realistic models,some scholars introduce the risk process with pertubation.The development of classical risk theory is largely inspired by related research on risk and portfolio volatility.For example,some scholars have studied the continuous time risk process with random interest rates,or described premium income by compound Piosson process,and derived explicit formula of ruin probability for the corresponding risk process.This thesis mainly introduces the Cox Correlated risk model with pertubation on the basis of stochastic premium income.In this case,the upper bound estimation of ruin probability is obtained.